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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"CORE discussion paper : DP"
~person:"Hafner, Christian M."
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Estimation theory
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ARCH-Modell
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Nichtparametrisches Verfahren
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Hafner, Christian M.
Härdle, Wolfgang
24
Simar, Léopold
13
Bauwens, Luc
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Park, Byeong U.
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Cybakov, Aleksandr B.
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Nesterov, Jurij Evgenʹevič
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Hall, Peter
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Deprins, Dominique
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Rombouts, Jeroen V. K.
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Steel, Mark F. J.
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Turlach, Berwin A.
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Zakoïan, Jean-Michel
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Cocchi, Daniela
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Gonzalo, Jesús
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Kneip, Alois
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Magee, Lonnie
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Park, Byong U.
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CORE discussion paper : DP
CORE discussion papers : DP
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Discussion papers of interdisciplinary research project 373
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Econometric analysis of financial and economic time series ; part a
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Econometrics papers
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001790716
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001876196
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Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
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1997
Persistent link: https://www.econbiz.de/10000971105
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